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The effect of gold market speculation on REIT returns in South Africa : a behavioral perspective

Akinsomi, Omokolade; Balcilar, Mehmet; Demirer, Rıza; … - In: Journal of economics and finance 41 (2017) 4, pp. 774-793

Persistent link: https://www.econbiz.de/10011802327

Can (unusual) weather conditions in New York predict South African stock returns?

Apergēs, Nikolaos; Gupta, Rangan - In: Research in international business and finance 41 (2017), pp. 377-386

Persistent link: https://www.econbiz.de/10011914516

Valuation ratios and stock return predictability in South Africa : is it there?

Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82

Persistent link: https://www.econbiz.de/10009620175

South African stock return predictability in the context data mining : the role of financial variables and international stock returns

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916

Persistent link: https://www.econbiz.de/10009545495

Macroeconomic surprises and stock returns in South Africa

Gupta, Rangan; Reid, Monique - In: Studies in economics and finance 30 (2013) 3, pp. 266-282

Persistent link: https://www.econbiz.de/10009772954

Macroeconomic variables and South African stock return predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622

Persistent link: https://www.econbiz.de/10009708826

Does the source of oil price shocks matter for South African stock returns? : a structural VAR approach

Gupta, Rangan; Modise, Mampho P. - In: Energy economics 40 (2013), pp. 825-831

Persistent link: https://www.econbiz.de/10010355560

Structural breaks and GARCH models of stock return volatility : the case of South Africa

Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2443

Persistent link: https://www.econbiz.de/10009673703

Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors

Gupta, Rangan; Modise, Mampho P.; Uwilingiye, Josine - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1935-1955

Persistent link: https://www.econbiz.de/10011594903

Structural Breaks and Predictive Regressions Models of South African Equity Premium

Aye, Goodness - 2013

In this paper, we test for the structural stability of both bivariate and multivariate predictive regression models for equity premium in South Africa over the period of 1990:01 to 2010:12, based on 23 financial and macroeconomic variables. We employ a wide range of methodologies, namely, the...

Persistent link: https://www.econbiz.de/10013078301